+211.8%
GLD vs LNG
+767.2%
-555.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -1.1% |
| 7D | -2.0% | +4.5% | -6.5% | -2.0% |
| 30D | -4.4% | +8.0% | -12.5% | -4.5% |
| 3M | -8.9% | +15.0% | -23.9% | -9.1% |
| 6M | -16.0% | +27.1% | -43.1% | -16.3% |
| YTD | -7.9% | +58.1% | -66.0% | -8.8% |
| 1Y | -3.9% | +45.0% | -48.9% | -4.7% |
| 3Y | +103.4% | +82.6% | +20.8% | +100.5% |
| 5Y | +109.7% | +206.8% | -97.1% | +106.3% |
| 10Y | +211.8% | +796.3% | -584.5% | +206.0% |
| All | +211.8% | +767.2% | -555.4% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling